-0.2%
DASH vs CHTR
-81.8%
+81.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -4.0% |
| 7D | -11.2% | -0.3% | -10.9% | -11.2% |
| 30D | -7.3% | -4.5% | -2.8% | -6.2% |
| 3M | +31.4% | +10.2% | +21.2% | +25.8% |
| 6M | +11.9% | -37.2% | +49.1% | +26.6% |
| YTD | -11.5% | -30.2% | +18.7% | -4.5% |
| 1Y | -20.0% | -44.8% | +24.8% | -5.6% |
| 3Y | +143.9% | -65.5% | +209.4% | +234.0% |
| 5Y | -0.2% | -81.8% | +81.5% | +100.5% |
| All | -0.2% | -81.8% | +81.5% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling